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Risikomaß
123
Risk measure
123
Portfolio selection
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Journal of risk
Telecommunications policy : the international journal of digital economy, data sciences and new media
658
Insurance / Mathematics & economics
218
Journal of banking & finance
182
European journal of operational research : EJOR
131
Information economics and policy : IEP
121
Finance research letters
111
Risks : open access journal
110
Technological forecasting & social change : an international journal
102
SpringerLink / Bücher
97
Applied economics
86
Discussion paper / Tinbergen Institute
77
Diskussionsbeiträge / Wissenschaftliches Institut für Kommunikationsdienste
76
Economic modelling
75
Energy economics
75
International review of financial analysis
75
Journal of regulatory economics
75
Journal of retailing and consumer services
73
Working paper
69
NBER working paper series
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
International journal of forecasting
64
Discussion paper / Centre for Economic Policy Research
61
CESifo working papers
59
Quantitative finance
58
Journal of empirical finance
55
Journal of risk and financial management : JRFM
55
WIK Diskussionsbeitrag
53
Applied economics letters
52
Diskussionsbeiträge / Institut für Verkehrswissenschaft und Regionalpolitik
52
NBER Working Paper
51
Working paper / National Bureau of Economic Research, Inc.
51
Kom / Kommission der Europäischen Gemeinschaften
50
Journal of business research : JBR
49
Review of industrial organization : RIO
48
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
The journal of media economics
46
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ECONIS (ZBW)
123
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1
Optimal reinsurance with expectile under the Vajda condition
Chen, Yanhong
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10012500128
Saved in:
2
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
3
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
Saved in:
4
The hidden risk of optimizing bond portfolios under VaR
Winker, Peter
;
Maringer, Dietmar G.
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003648357
Saved in:
5
Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren
;
Staum, Jeremy
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
Saved in:
6
A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
7
An estimation-free, robust conditional value-at-risk portfolio allocation model
Jabbour, Carlos
;
Peña, Javier F.
;
Vera, Juan C.
; …
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10003775648
Saved in:
8
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Saved in:
9
Measure of financial risk using conditional extreme value copulas with EVT margins
Ghorbel, Ahmed
;
Trabelsi, Abdelwahed
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 51-85
Persistent link: https://www.econbiz.de/10003881605
Saved in:
10
Kernel quantile-based estimation of expected shortfall
Yu, Keming
;
Ally, Abdallah K.
;
Yang, Shanchao
;
Hand, D. J.
- In:
Journal of risk
12
(
2009/10
)
4
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003995401
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